On the asymptotic distribution of the maxima
from Gaussian functions subject to missing observations
Shengchao Zheng
Zhongquan Tan
Abstract:
In this paper, we derive the asymptotic distributions for the maxima
of two types of Gaussian functions, including a χ-random sequence and a Gaussian
order statistics sequence subject to missing observations, where the
Gaussian functions are generated by stationary Gaussian sequences with
covariance functions rn satisfying
rn log n → γ ∈[0,∞)
as n →∞.
2010 AMS Mathematics Subject Classification: Primary 60G70; Secondary 60G15.
Keywords and phrases: random missing, maximum, stationary Gaussian sequence,
χ-random sequence, Gaussian order statistics sequence.